CHAPTER 6: OPERATIONS RESEARCH & MANAGEMENT Programme director: Prof. dr N.M. van Dijk

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1 CHAPTER 6: OPERATIONS RESEARCH & MANAGEMENT Programme director: Prof. dr N.M. van Dijk Department: (KE) METIS-code: uva/fee/res/or/prog JEL-classification: C4 VSNU-scores : Quality: 3, Productivity: 2, Relevance: 3, Viabitliy: 2 Website: 6.1 MEMBERS OF THE RESEARCH GROUP AND RESEARCH IN FTES 10 Name Title Function Total 2003 Total 2004 Total 2005 Dept. Funding Al-Ibrahim, A. drs aio KE 1 Al-Ibrahim, A. drs aio KE 3 Dijk, N.M. van prof dr hgl KE 1 Duin, C.W. dr ud KE 1 Haijema, R. drs aio KE 1 Hontelez, J.A.M. ir ud KE 1 Sluis, H.J. van der dr ud KE 1 Volgenant, A. dr uhd KE 1 Wal, J. van der prof dr hgl KE 1 Total 1st flow of funds Total 2nd flow of funds Total 3rd flow of funds Total 1st f.o.f. excl. Ph.D.'s Total 1st-3rd flow of funds Ph.D. students PROGRAMME DESIGN The general research mission of the Programme can be formulated as threefold (i) The development and continuation of fundamental theoretical research in the areas of deterministic and stochastic operations research. (ii) The application and development of scientific research in these fields for technological and infrastructure applications. (iii) The dissemination of general insights and scientific results from the field of Operations Research for daily-life non-technical logistical situations. Accordingly, three lines of research and associated activities are distinguished: I Fundamental Theoretical Research In this category in turn three directions of research are followed: 1.1 Combinatorial Optimisation specialised to: Generalisations of the Travelling Salesman Problems such as Peripatetic Salesman Problem; Steiner Tree Problems on Graphs and Generalisations as multiweighted problems; 10 The numbers in the columns represent the research-time allocated by the department chair. 39

2 Degree constrained trees and problems with criteria as bottleneck, minimum deviation, and partial sum; Linear Assignment Problems This research is focused on both exact and heuristic methods. The heuristic methods are of most interest from a practical point of view, as in many cases a nearly optimal solution is also sufficient. Special interest has been developed for the numerical implementation of algorithms. 1.2 Queuing Network Analysis Stochastic service networks naturally arise in manufacturing (production lines), computer science (computer networks), telecommunications (long distance, satellite and mobile communications) and transportation (railway systems, traffic lights). The research themes are: the development of closed form (exact) expressions for stochastic service networks, most notably product form expressions for queuing networks; the development of simple insights in when and when not a stochastic network has this so-called product form steady state distribution. simple performance bounds for networks that are non-solvable due to practical phenomena such as finite capacity constraints, job-priorities or breakdowns. 1.3 Markov Chain Analysis Error Bound Analysis for Approximate Markov Chain Modelling As practical systems that arise in manufacturing, telecommunications and computer networking are often non-solvable for the reasons mentioned, based on the insights and results above, approximations and bounds have to be developed. The error introduced by such approximations or bounds is of practical interest. To this end a technique has been developed to provide analytical error bounds. The application and extension of this technique remains a continuing research interest for a variety of situations. Particular research problems are: error bounds for non-exponential stochastic networks; error bounds for the truncation of Markov chains; error bounds for sensitivity analysis Continuous time and large Markov Chain Modelling Continuous time Markov Chain Models are known to provide a powerful tool for the description and modelling for a variety of applied fields. Unfortunately, for computational purposes these systems are generally hard if not impossible to handle, as the state spaces are usually far too large. Different methods to overcome this intractability are of ongoing research, such as by aggregation methods and uniformization. II Fundamental Applied Research This concerns queuing network and Markov chain modelling for a number of applied technical fields in order to obtain computationally attractive results. Most notably: Telecommunications (mobile communications, long-distance communications) Transportation Networks (Public transportation, Railways) Inventory systems and Reliability Networks III Practical Research for Daily-life Logistics (Operations Management) This concerns the application of insights and techniques from Operations Research for a number of practical logistical environments such as in: Administrative and Production Logistics Health care and hospitals Call Centers 40

3 6.3 PROGRAMME EVALUATION The program was evaluated poorly by the research visitation in 2002 likely due to its unbalanced production the lack of PhD s and the mathematical nature outside the core of economic research. The production itself, as also evaluated as weak, turned out to be among the highest (both in absolute number and in economic A_B journals), as also reflected by the appearance of the programme leader in the 2003 and 2004 top 40 list of Dutch economists. Accordingly, the program set itself the objectives of: A strong interaction among the group A strong research orientation of all members A more balanced and structured production over all the members. The steps in this direction, as started in 2003 and 2004, have been continued in 2005, as reflected most notably by: An overall research mind setting and participation among the group Different research interactions among various members (see - Duin and Van der Sluis - Haijema, Duin and Van Dijk - Haijema, Van der Wal and Van Dijk - Van Dijk and Van der Sluis - Volgenant and Duin Productivity by each of the individual members (see - Duin - Van der Sluis - Van der Wal - Volgenant - Van Dijk In addition there are two Ph.D. students (one with partial external funding). Unfortunately four own students from the OR-group could not be funded due to the total vacancy stop of the FEB and obtained Ph.D. positions elsewhere. All three categories of research of the programme design have been addressed as shown by: Fundamental theoretical research Duin Duin and Van der Sluis Van Dijk (4x) Volgenant (2x) Van der Wal Fundamental Applied Research Van der Sluis Van der Wal (2x) Van Dijk and Van der Sluis (2x) 41

4 Practical Research Van Dijk and Van der Sluis (2x) Haijema, Van der Wal and Van Dijk (2x) Van Dijk, Van der Sluis, Haijema, Al-Ibrahim and Van der Wal Future objectives The three objectives mentioned remain to be the primary focus The supervision and acquisition (partially by external funding) of Ph.D. research General research profiling (e.g. by conferences and presentations). 6.4 RESOURCES AND FUNDING The research budget (as for travelling) has been rather, and in fact too, limited. By small practical (research) projects limited external funding (3 de geldstroom) has therefore been acquired and used. One Ph.D. student is partially funded (2 de geldstroom) by the Dutch Railways (NS). Partially external funding is currently acquired for one more Ph.D. student. 6.5 OUTPUT Key Publications Dijk, N.M. van & Miyazawa, M. (2004). Error Bounds for Perturbing Nonexponential Queues. Mathematics of Operations Research, 29, Dijk, N.M. van & Sluis, E. van der (2002) Simple Product-Form Bounds for Queueing Networks with Finite Clusters. Annals of Operations Research, 113, Dijk, N.M. van, Sluis, E. van der, Haijema, R., Al-Ibrahim, A. & Wal, J. van der (2005). Simulation and OR (Operations Research) in Combination for Practical Optimization. Proceedings of the 2005 Winter Simulation Conference, Duin, C.W. (2005). A Branch-Checking Algorithm for All-Pairs Shortest Paths. Algorithmica, 41, Duin, C.W., Volgenant, A. & Voß, S (2004). Solving group Steiner problems as Steiner problems. European Journal of Operational Research, 154, Volgenant, A. (2004). Solving the k-cardinality assignment problem by transformation. European Journal of Operational Research, 157, Wal, J. van der & Boucherie, R. (2003). Transient handover blocking probabilities in road covering cellular mobile networks. Computer Networks, 42, Forthcoming Dijk, N.M. van (2006). On State Space Truncation of Finite Jackson Networks. Operations Research Proceedings 2005: Selected Papers of the International Conference on Operations Research (OR 2005). Springer. Forthcoming. Dijk, N.M. van & Sladky, K. (2006). Monotonicity and Error Bounds for Nonnegative Dynamic Structures. Part I: Discrete Case. Forthcoming in Kybernetica. Dijk, N.M. van & Sladky, K. (2006). Monotonicity and Error Bounds for Nonnegative Dynamic Structures. Part II: Continuous Case. Forthcoming in Kybernetica. Dijk, N.M. van & Sluis, E. van der (2006). Check-In Computation and Optimization by Simulation and IP in Combination. European Journal of Operational Research, 171,

5 Duin, C.W. (2006). Two fast algorithms for all-pairs shortest paths. Forthcoming in Computers & Operations Research. Duin, C.W. & Sluis, E. van der (2006). On the complexity of Adjacent Resource Scheduling. Forthcoming in Journal of Scheduling, 9, Duin, C.W. & Volgenant, A. (2006). Some Inverse Optimisation Problems under the Hamming distance. Forthcoming in European Journal of Operational Research, 170, Haijema, R., Duin, C.W. & Dijk, N.M. van (2005). Train shunting: A practical heuristic inspired by Dynamic Programming. Forthcoming in Jorna, R.J, Wezel, W. van & Meystel, A. (eds), Planning in Intelligent Systems: Aspects, Motivations and Methods. New York: Wiley. Haijema, R., Wal, J. van der & Dijk, N.M. van (2006). Blood Platelet Production: Optimization by Dynamic Programming and Simulation. Forthcoming in Computers and Operations Research. Korteweg, P. & Volgenant, A. (2006). On the Hierarchical Chinese Postman Problem with linear ordered classes. Forthcoming in European Journal of Operational Research, 169, Lieshout, P.M.D. & Volgenant, A. (2006). Solving the singly constrained assignment problem. Forthcoming in.european Journal of Operational Research. Nilsson, A., Segerstedt, A. & Sluis, E. van der (2006). A new iterative heuristic to solve the Joint Replenishment Problem using a spreadsheet technique. Forthcoming in International Journal of Production Economics. Volgenant, A. (2006). An addendum on sensitivity analysis of the optimal assignment. Forthcoming in European Journal of Operational Research, 169, Volgenant, A. & Waal, A. de (2006). A heuristic for multiple feeder PCB manufacturing. Forthcoming in Journal of the Operational Research Society. Volgenant, A. & Zwiers, Y. (2006). Partial enumeration in heuristics for some combinatorial optimization problems. Forthcoming in Journal of the Operational Research Society. Wal, J. van der & Ormeci, L. (2006). Admission Policies for a Two Class Loss System with General Interarrival Times. Forthcoming in Stochastic Models. Wal, J. van der & Tijms, H.C. (2006). Dynamic Programming in Real Life: A Two-Person Dice Game. Forthcoming in Probability in the Engineering and Informational Sciences. Publications in numbers Operations Research & Management ) Academic publications a) in refereed journals A - B 3 3 C - b) in other journals - c) book chapters A - B - 0 C - d) proceedings A - B - 1 C 1 Other 3 Total 7 2) Monographs A - B - C - 3) Ph.D. theses 0 4) Professional publications 1 5) Popular publications 3 6) Working papers 10 Total

6 B Academic publications (excluding publications in/of books) refereed Dijk, N.M. van (2005). On Product Form Tandem Structures. Mathematical Methdods of Operations Research, 62, (3), [B]. Duin, C.W. (2005). A Branch-Checking Algorithm for All-Pairs Shortest Paths. Algorithmica, 41, [B]. Voβ, S., Finke, A. & Duin, C.W. (2005). Looking ahead with the Pilot Method. Annals of Operations Research, 136, [B]. Academic publications (in proceedings) refereed Haijema, R., Wal, J. van der & Dijk, N.M. van (2005). Blood Platelet Production: a Multi-type Perishable Inventory Problem. Operations Research Proceedings 2004: Selected Papers of the International Conference on Operations Research (OR 2004). Springer, [B]. Sladky, K. & Dijk, N.M. van (2005). On Total Reward Variance in Markov Chains. Operations Research Proceedings 2004: Selected Papers of the International Conference on Operations Research (OR 2004). Springer, [B]. Dijk, N.M. van & Sluis, E. van der, Haijema, R., Al-Ibrahim, A. & Wal, J. van der (2005). Simulation and OR (Operations Research) in Combination for Practical Optimization. Proceedings of the 2005 Winter Simulation Conference, [C]. Academic publications (in proceedings) non-refereed Wal, J. van der, Hee, K. van, Serebrenik, A., Sidorova, N. & Voorhoeve, M. (2005). The price of coordination in resource management. In Lecture Notes in Computer Science Volume 3649/2005, Proceedings Business Process Management: 3rd International Conference, BPM 2005, Nancy, France, September 5-8, Academic publications (working- and discussion papers) Dijk, N.M. van (2005). On Product Form Tandem Structures. AE-Report 3/2005. Dijk, N.M. van (2005). On State Space Truncation of Finite Jackson Networks. AE-Report 4/2005. Dijk, N.M. van & Sluis, E. van der (2005). Pooling is not Always the Answer. AE-Report 5/2005. Haijema, R. & Wal, J. van der (2005). Dynamic Traffic Light Regulation - Phase I: Intersections in Isolation, AE-report 13/2005. Sluis, E. van der, Nilsson, A. & Segerstedt, A. (2005). A different approach to the Joint Replenishment Problem. AE-Report 1/2005. Volgenant, A. (2005). An Addendum on Hamiltonian cycles and Hamiltonian paths, AE-Report 11/2005. Volgenant, A. (2005). A Note on Navy Personnel Planning, AE-Report 12/2005. Wal, J. van der & Tijms, H.C. (2005). Dynamic Programming in Real Life: A Two-Person Dice Game. AE-Report 2/2005. Wal, J. van der, Hee, K. van, Serebrenik, A., Sidorova, N. & Voorhoeve, M. (2005). The price of coordination in resource management. AE-Report 8/2005. Wey, W. van der, Dijk, N.M. van, Mei, R.D. van der & Wal. J. van der (2005). On tandem queues with threadpool sharing. AE-Report 6/2005. Book reviews Volgenant, A. (2005). Review of Korte, B. & Vygen, J. (eds), Combinatorial Optimization Theory and Algorithms. In Operations Research Letters, 33,

7 Popular publication Haijema, R., Wal, J. van der & Dijk, N.M. van (2005). Operationele Research, een nieuwe tak van sport binnen de bloedbank. AENORM, 48, (jul), Hontelez, J.A.M. (2005). Beslissingsondersteunende modellen voor onderhoud. AENORM, 46, (jan), Sluis, E. van der (2005). Van Praktijkprobleem tot Theoretische Resultaten. AENORM, 47, (may), Contributions to academic conferences, workshops and seminars Dijk, N.M. van (2005, 19 April). Should we Pool or Not. Informs Conference on OR/MS Practice. Palm Springs, USA. Selected speaker. Dijk, N.M. van (2005, 7 September). On state space truncation of finite Jackson networks. Operations Research, Bremen, Germany. Lecture. Dijk, N.M. van & Sluis, E. van der (2005, 23 November). On Pooling Multi-Server Queues. Queueing Colloquium CWI, Amsterdam. Dijk, N.M. van (2005, 5 December). Simulation and OR in Combination for Practical Optimization. Winter Simulation Conference. Florida, USA. Invited speaker. Duin, C.W. (2005, 18 July). On the complexity of adjacent resource scheduling. MISTA. New York, USA. Lecture. Sluis, E. van der (2005, 18 July). Models for Adjacent Resource Scheduling. MISTA. New York, USA. Lecture. Other lectures on research Dijk, N.M. van (2005, 17 November). Why Simulation. Incontrol meeting. Dijk, N.M. van (2005, 30 November). Work Force Management Software Onderzoek. Work Force Management Congres Amsterdam. Participation in academic networks & fellowships Dijk, N.M. van (2005). Member LNMB (Landelijk Netwerk Mathematische Besliskunde) Volgenant, A. (2005). Member LNMB (Landelijk Netwerk Mathematische Besliskunde) Wal, J. van der (2005). Member LNMB (Landelijk Netwerk Mathematische Besliskunde) Editor or member of editorial board Volgenant, A. (2005). Advisory editor of Computers & Operations Research. Referee activities Dijk, N.M. van (2005). Referee for Management Science, Performance Evaluation, Queueing Systems. Duin, C.W. (2005). Referee for Computers & Operations Research. Sluis, E. van der (2005). Referee for International Journal on Production Economics, Management Science. Volgenant, A. (2005). Referee for European Journal of Operational Research, Journal of the Operational Research Society, IIE Transactions, 4OR, Journal of Computational and Applied Mathematics. Wal, J. van der (2005). Referee for Management Science, Stochastic Models, Computers & Operations Research. 45

8 Membership of academic committees (including Ph.D. committees outside the FEB) Wal, J. van der (2005). Member promotion committee of R. Bekker. Promotores: prof. dr. ir. O.J. Boxma & prof. dr. ir. S.C. Borst, Technical University Eindhoven. 46

CHAPTER 6: OPERATIONS RESEARCH & MANAGEMENT

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